+545.4%
MXL vs TRGP
+2,242.0%
-1,696.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.8% |
| 7D | +19.0% | -0.7% | +19.7% | +19.2% |
| 30D | +4.5% | +9.5% | -5.0% | +0.9% |
| 3M | -1.5% | +10.8% | -12.3% | -5.5% |
| 6M | +348.6% | +25.3% | +323.3% | +311.8% |
| YTD | +310.3% | +60.3% | +250.0% | +247.2% |
| 1Y | +344.7% | +84.6% | +260.2% | +258.7% |
| 3Y | +211.2% | +264.4% | -53.2% | +106.5% |
| 5Y | +34.8% | +636.6% | -601.7% | -26.8% |
| 10Y | +286.5% | +848.9% | -562.4% | +56.1% |
| All | +545.4% | +2,242.0% | -1,696.6% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling